Goldman Sachs Put 250 AVGO 21.03..../  DE000GJ8GMA7  /

EUWAX
1/24/2025  9:50:42 AM Chg.-0.09 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
2.05EUR -4.21% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 250.00 USD 3/21/2025 Put
 

Master data

WKN: GJ8GMA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 3/21/2025
Issue date: 12/18/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.14
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 0.51
Implied volatility: 0.47
Historic volatility: 0.50
Parity: 0.51
Time value: 1.41
Break-even: 219.01
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.48
Spread abs.: 0.10
Spread %: 5.49%
Delta: -0.50
Theta: -0.14
Omega: -6.09
Rho: -0.21
 

Quote data

Open: 2.05
High: 2.05
Low: 2.05
Previous Close: 2.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.00%
1 Month
  -37.12%
3 Months     -
YTD
  -18.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.26 1.96
1M High / 1M Low: 3.54 1.96
6M High / 6M Low: - -
High (YTD): 1/13/2025 3.54
Low (YTD): 1/22/2025 1.96
52W High: - -
52W Low: - -
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   2.66
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -